Turk Capital LLC : Dynamic Long/Short Strategy

archived programsClosed to new investments
Year-to-Date
N / A
Nov Performance
-1.82%
Min Investment
$ 250k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
18.63%
Sharpe (RFR=1%)
-0.42
CAROR
-
Assets
$ 10.4M
Worst DD
-15.14
S&P Correlation
0.82

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index Nov Qtr YTD 1yr 3yr 5yr 10yr Since
12/2015
Dynamic Long/Short Strategy -1.82 -3.61 - -8.08 - - - -8.08
S&P 500 3.42 1.28 - 5.69 - - - 7.58
+/- S&P 500 -5.24 -4.90 - -13.77 - - - -15.66

Strategy Description

Account & Fees

Type
Managed Account
Minimum Investment
$ 250k
Trading Level Incremental Increase
$ 100k
CTA Max Funding Factor
2.00
Management Fee
1.00%
Performance Fee
20.00%
Average Commission
$6.00
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
Daily
Redemption Frequency
Daily
Investor Requirements
QEP
Lock-up Period
0

Trading

Trading Frequency
500 RT/YR/$M
Avg. Margin-to-Equity
20%
Targeted Worst DD
-20.00%
Worst Peak-to-Trough
24.00%
Sector Focus
Stock Index Traders

Holding Periods

Over 12 Months
0%
4-12 Months
25.00%
1-3 Months
35.00%
1-30 Days
40.00%
Intraday
0%

Decision-Making

Discretionary
0%
Systematic
100.00%

Strategy

Other
100.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart
   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-15.14 -1 - 1/1/0001 1/1/2016
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Consecutive Gains

Run-up Length (Mos.) Start End
12.70 3 2/1/2016 4/1/2016
1.21 1 9/1/2016 9/1/2016
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Consecutive Losses

Run-up Length (Mos.) Start End
-15.14 2 12/1/2015 1/1/2016
-4.77 2 10/1/2016 11/1/2016
-0.28 4 5/1/2016 8/1/2016
Show More

Time Windows Analysis

 1 Month3 Month6 Month
Number of Periods12.0010.007.00
Percent Profitable33.3340.0042.86
Average Period Return-0.560.251.96
Average Gain3.436.838.96
Average Loss-2.56-4.14-3.29
Best Period10.8112.7012.46
Worst Period-13.64-14.90-4.43
Standard Deviation5.387.957.37
Gain Standard Deviation4.946.545.73
Loss Standard Deviation4.615.511.04
Sharpe Ratio (1%)-0.120.000.20
Average Gain / Average Loss1.341.652.72
Profit / Loss Ratio0.671.102.04
Downside Deviation (10%)4.285.704.41
Downside Deviation (5%)4.135.172.94
Downside Deviation (0%)4.105.052.58
Sortino Ratio (10%)-0.23-0.17-0.12
Sortino Ratio (5%)-0.160.000.50
Sortino Ratio (0%)-0.140.050.76

Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.